An algorithm for GPS receivers to mitigate narrowband interference is proposed in this paper, in which the step size parameter of LMS is adaptively updated by virtue of higher order statistics (HOS). Ad result, it makes the convergence speed is less sensitive to the choice of step size parameter, and consequently, that of the power of interference. Simulations show that both narrowband and multiple stationary narrowband interferences can be mitigated by the HOS-based filter proposed in our algorithm.